-10.5%
ISRG vs CLSK
-58.7%
+48.2%
-44.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CLSK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.4% | -16.6% | +25.9% | +9.1% |
| 7D | +8.5% | -20.7% | +29.3% | +8.2% |
| 30D | +18.6% | -45.5% | +64.1% | +18.4% |
| 3M | +30.9% | -52.0% | +82.9% | +31.1% |
| 6M | +6.6% | -47.0% | +53.5% | +5.8% |
| YTD | -14.9% | -32.8% | +17.9% | -16.9% |
| 1Y | -10.5% | -58.1% | +47.5% | -12.4% |
| All | -10.5% | -58.7% | +48.2% | -12.4% |
Cumulative growth
Daily Returns
Daily percentage return beside CLSK.
Daily Out/Under-Performance
Portfolio return minus CLSK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CLSK return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded CLSK wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling